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https://github.com/c9s/bbgo.git
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QueryTicker
This commit is contained in:
parent
fa20df487e
commit
5fed7b81de
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@ -5,6 +5,7 @@ import (
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"fmt"
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"fmt"
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"os"
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"os"
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"strconv"
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"strconv"
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"strings"
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"time"
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"time"
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"github.com/adshao/go-binance/v2"
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"github.com/adshao/go-binance/v2"
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@ -48,8 +49,45 @@ func (e *Exchange) Name() types.ExchangeName {
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return types.ExchangeBinance
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return types.ExchangeBinance
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}
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}
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func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (types.Ticker, error) {
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func (e *Exchange) QueryTickers(ctx context.Context, symbol ...string) (map[string]types.Ticker, error) {
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return types.Ticker{}, nil
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var ret = make(map[string]types.Ticker)
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listPriceChangeStatsService := e.Client.NewListPriceChangeStatsService()
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if len(symbol) == 1 {
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listPriceChangeStatsService.Symbol(symbol[0])
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}
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changeStats, err := listPriceChangeStatsService.Do(ctx)
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if err != nil {
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return nil, err
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}
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m := make(map[string]bool)
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for _, s := range symbol {
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m[strings.ToUpper(s)] = true
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}
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for _, retrievedStats := range changeStats {
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if _, ok := m[retrievedStats.Symbol]; len(symbol) != 0 && !ok {
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continue
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}
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tick := types.Ticker{
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Volume: util.MustParseFloat(retrievedStats.Volume),
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Last: util.MustParseFloat(retrievedStats.LastPrice),
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Open: util.MustParseFloat(retrievedStats.OpenPrice),
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High: util.MustParseFloat(retrievedStats.HighPrice),
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Low: util.MustParseFloat(retrievedStats.LowPrice),
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Buy: util.MustParseFloat(retrievedStats.BidPrice),
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Sell: util.MustParseFloat(retrievedStats.AskPrice),
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Time: time.Unix(retrievedStats.CloseTime, 0),
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}
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ret[retrievedStats.Symbol] = tick
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}
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return ret, nil
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}
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}
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func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
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func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
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49
pkg/exchange/binance/ticker_test.go
Normal file
49
pkg/exchange/binance/ticker_test.go
Normal file
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@ -0,0 +1,49 @@
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package binance
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import (
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"context"
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"fmt"
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"testing"
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)
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func TestAllSymbols(t *testing.T) {
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e := New("mock_key", "mock_secret")
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got, err := e.QueryTickers(context.Background())
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if err != nil {
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t.Errorf("Binance Exchange: Fail to get ticker for all symbols: %s", err)
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return
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}
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if len(got) <= 1 {
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t.Errorf("Binance Exchange: Attempting to get all symbol tickers, but get 1 or less")
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}
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}
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func TestSomeSymbols(t *testing.T) {
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e := New("mock_key", "mock_secret")
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got, err := e.QueryTickers(context.Background(), "BTCUSDT", "ETHUSDT")
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if err != nil {
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t.Errorf("Binance Exchange: Fail to get ticker for some symbols: %s", err)
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}
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if len(got) != 2 {
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fmt.Println(got)
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t.Errorf("Binance Exchange: Attempting to get two symbols, but number of tickers do not match")
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}
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}
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func TestSingleSymbol(t *testing.T) {
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e := New("mock_key", "mock_secret")
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got, err := e.QueryTickers(context.Background(), "BTCUSDT")
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if err != nil {
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t.Errorf("Binance Exchange: Fail to get ticker for single symbol: %s", err)
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}
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if len(got) != 1 {
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fmt.Println(got)
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t.Errorf("Binance Exchange: Attempting to get one symbol, but number of tickers do not match")
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}
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}
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@ -5,6 +5,7 @@ import (
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"fmt"
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"fmt"
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"math"
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"math"
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"os"
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"os"
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"strings"
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"time"
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"time"
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"github.com/google/uuid"
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"github.com/google/uuid"
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@ -43,8 +44,53 @@ func (e *Exchange) Name() types.ExchangeName {
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return types.ExchangeMax
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return types.ExchangeMax
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}
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}
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func (e *Exchange) QueryTicker(ctx context.Context) (types.Ticker, error) {
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func (e *Exchange) QueryTickers(ctx context.Context, symbol ...string) (map[string]types.Ticker, error) {
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return types.Ticker{}, nil
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var ret = make(map[string]types.Ticker)
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if len(symbol) == 1 {
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ticker, err := e.client.PublicService.Ticker(strings.ToLower(symbol[0]))
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if err != nil {
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return nil, err
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}
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ret[strings.ToUpper(symbol[0])] = types.Ticker{
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Time: ticker.Time,
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Volume: util.MustParseFloat(ticker.Volume),
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Last: util.MustParseFloat(ticker.Last),
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Open: util.MustParseFloat(ticker.Open),
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High: util.MustParseFloat(ticker.High),
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Low: util.MustParseFloat(ticker.Low),
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Buy: util.MustParseFloat(ticker.Buy),
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Sell: util.MustParseFloat(ticker.Sell),
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}
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} else {
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tickers, err := e.client.PublicService.Tickers()
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if err != nil {
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return nil, err
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}
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m := make(map[string]bool)
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for _, s := range symbol {
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m[strings.ToUpper(s)] = true
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}
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for k, v := range tickers {
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if _, ok := m[strings.ToUpper(k)]; !ok {
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continue
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}
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ret[strings.ToUpper(k)] = types.Ticker{
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Time: v.Time,
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Volume: util.MustParseFloat(v.Volume),
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Last: util.MustParseFloat(v.Last),
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Open: util.MustParseFloat(v.Open),
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High: util.MustParseFloat(v.High),
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Low: util.MustParseFloat(v.Low),
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Buy: util.MustParseFloat(v.Buy),
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Sell: util.MustParseFloat(v.Sell),
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}
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}
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}
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return ret, nil
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}
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}
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func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
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func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) {
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48
pkg/exchange/max/ticker_test.go
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48
pkg/exchange/max/ticker_test.go
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@ -0,0 +1,48 @@
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package max
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import (
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"context"
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"fmt"
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"testing"
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)
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func TestAllSymbols(t *testing.T) {
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e := New("mock_key", "mock_secret")
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got, err := e.QueryTickers(context.Background())
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if err != nil {
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t.Errorf("Max Exchange: Fail to get ticker for all symbols: %s", err)
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}
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if len(got) <= 1 {
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t.Errorf("Max Exchange: Attempting to get all symbol tickers, but get 1 or less")
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}
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}
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func TestSomeSymbols(t *testing.T) {
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e := New("mock_key", "mock_secret")
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got, err := e.QueryTickers(context.Background(), "BTCUSDT", "ETHUSDT")
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if err != nil {
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t.Errorf("Max Exchange: Fail to get ticker for some symbols: %s", err)
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}
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if len(got) != 2 {
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fmt.Println(got)
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t.Errorf("Max Exchange: Attempting to get two symbols, but number of tickers do not match")
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}
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}
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func TestSingleSymbol(t *testing.T) {
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e := New("mock_key", "mock_secret")
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got, err := e.QueryTickers(context.Background(), "BTCUSDT")
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if err != nil {
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t.Errorf("Max Exchange: Fail to get ticker for single symbol: %s", err)
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}
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if len(got) != 1 {
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fmt.Println(got)
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t.Errorf("Max Exchange: Attempting to get one symbol, but number of tickers do not match")
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}
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}
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@ -45,7 +45,7 @@ type Exchange interface {
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QueryAccountBalances(ctx context.Context) (BalanceMap, error)
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QueryAccountBalances(ctx context.Context) (BalanceMap, error)
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QueryTicker(ctx context.Context, symbol string) (Ticker, error)
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QueryTickers(ctx context.Context, symbol ...string) (map[string]Ticker, error)
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QueryKLines(ctx context.Context, symbol string, interval Interval, options KLineQueryOptions) ([]KLine, error)
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QueryKLines(ctx context.Context, symbol string, interval Interval, options KLineQueryOptions) ([]KLine, error)
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@ -6,11 +6,11 @@ import (
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type Ticker struct {
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type Ticker struct {
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Time time.Time
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Time time.Time
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Volume string // `volume` from Max & binance
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Volume float64 // `volume` from Max & binance
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Last string // `last` from Max, `lastPrice` from binance
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Last float64 // `last` from Max, `lastPrice` from binance
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Open string // `open` from Max, `openPrice` from binance
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Open float64 // `open` from Max, `openPrice` from binance
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High string // `high` from Max, `highPrice` from binance
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High float64 // `high` from Max, `highPrice` from binance
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Low string // `low` from Max, `lowPrice` from binance
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Low float64 // `low` from Max, `lowPrice` from binance
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Buy string // `buy` from Max, `bidPrice` from binance
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Buy float64 // `buy` from Max, `bidPrice` from binance
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Sell string // `sell` from Max, `askPrice` from binance
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Sell float64 // `sell` from Max, `askPrice` from binance
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}
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}
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